First Trust Consumer Staples AlphaDEX Fund ETF.com segment: Equity: U.S. Consumer Non-cyclicals Competing ETFs: JHMS, CNSF, XLP, VDC, IYK Related ETF Channels: U.S., Smart-Beta ETFs, Sectors, Consumer non-cyclicals, Equity, North America, Multi-factor, Broad-based Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. A 54 FUND DESCRIPTION tracks an index of large- and midcap US consumer staples stocks. The underlying index uses multifactor selection and tiered equal weighting. FACTSET ANALYTICS INSIGHT doesn't aim for marketlike representation of Consumer Staples stocks, but instead aims to pick winners within the sector. Its quant model weeds out underperforming stocks using value and growth screens, then applies a tiered equal weighting scheme. The resulting basket of can show some cap-tilts and sector biases, and its performance does not always meet the fund's objectives. trades briskly with tight spreads. It does, however, carry one of the higher expense ratios in its segment. SUMMARY DATA Issuer Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) First Trust 05/08/07 Open-Ended Fund 0.64% $321.92M $2.76M 0.05% MSCI ESG ANALYTICS INSIGHT The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of April 14, 2019 the First Trust Consumer Staples AlphaDEX Fund MSCI ESG Fund Quality Score is 5.44 out of 10. The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 29th percentile within its peer group and in the 47th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. PORTFOLIO DATA Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Distribution Yield Next Ex-Dividend Date Number of Holdings INDEX DATA $22.70B 23.20 2.40 2.30% 06/14/19 33 Index Tracked StrataQuant Consumer Staples Index Index Weighting Methodology Index Selection Methodology Tiered Multi-Factor Thomson Reuters US Non-Cyclicals 1 Year PERFORMANCE [as of 04/12/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS 5.59% 4.99% 10.27% 0.46% 1.62% 7.16% 14.00% (NAV) 5.55% 5.04% 10.28% 0.54% 1.63% 7.17% 14.59% StrataQuant Consumer Staples Index 5.64% 5.22% 10.52% 1.28% 2.32% 7.87% 14.59% Thomson Reuters US Non-Cyclicals -- -- -- -- -- -- -- All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES TOP 10 SECTORS
TOP 10 HOLDINGS PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.64% -0.69% -0.59% -0.83% Max LT/ST Capital Gains Rate Capital Gains Distributions (3 Year) Tax on Distributions Distributes K1 20.00% / 39.60% -- Qualified dividends No Legal Structure OTC Derivative Use Securities Lending Active Securities Lending Split (Fund/Issuer) ETN Counterparty Open-Ended Fund No Yes 100% / 0% N/A ETN Counterparty Risk N/A Fund Closure Risk Low Portfolio Disclosure Daily
Daily Spread Premium/Discount FACTSET ANALYTICS BLOCK LIQUIDITY As of 04/15/19 5 4 3 2 1 This measurement shows how easy it is to trade a $1 million USD block of. is rated a 5 out of 5. TRADABILITY Avg. Daily Share Average Daily $ Median Daily Share Median Daily ($) Average Spread (%) Average Spread ($) Median Premium / Discount (12 Mo) Max. Premium / Discount (12 Mo) Impediment to Creations Market Hours Overlap Creation Unit Size (Shares) Creation Unit/Day (45 Day Average) Creation Unit Cost (%) Underlying / Unit Open Interest on ETF Options Net Asset Value (Yesterday) ETF.com Implied Liquidity 61,280 $2.76M 49,916 $2.21M 0.05% $0.02-0.01% 0.11% / -0.10% None 100.00% 50,000 1.00 0.02% 0.12% 53 $46.37 5
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Food & Tobacco Food & Drug Retailing Personal & Household Products & Services 55.52% 30.87% 21.10% 18.41% 16.39% 25.82% Beverages 6.99% 24.19% Kroger Co. Kraft Heinz Company Post Holdings, Inc. Archer-Daniels-Midland Company Molson Coors Brewing Company Class B General Mills, Inc. Conagra Brands, Inc. Campbell Soup Company Church & Dwight Co., Inc. US Foods Holding Corp. Total Top 10 Weighting 5.73% 5.57% 5.54% 5.53% 5.53% 5.48% 4.04% 3.93% 3.91% 3.85% 49.11% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation MSCI ESG RATINGS MSCI ESG Quality Score 0.72 0.93 0.93 0.80 0.50% Thomson Reuters US Non-Cyclicals 5.44 / 10 COUNTRIES United States 100.00% 100.00% REGIONS North America 100.00% 100.00% Peer Group Percentile Rank Global Percentile Rank SRI Screening Criteria Exposure Exposure to Sustainable Impact Solutions Weighted Average Carbon Intensity (t CO2e/$M Sales) 28.57 46.75 6.06% 17.65% 101.19 ECONOMIC DEVELOPMENT BENCHMARK COMPARISON HOLDINGS Number of Holdings 33 Developed Countries 100.00% 100.00% Constituents Shared Holdings Shared Holdings Weight 113 32 26.50% BENCHMARK COMPARISON SUMMARY Number of Holdings 33 113 Weighted Average Market Cap $22.70B $119.98B Price / Earnings Ratio Price / Book Ratio Dividend Yield 23.20 22.92 2.40 4.68 2.16% 2.95% Concentration Medium High
2019 ETF.com The data and information contained herein is not intended to be investment or tax advice. A reference to a particular investment or security, a credit rating, or any observation concerning a security or investment provided in the ETF.com Service is not a recommendation to buy, sell, or hold such investment or security or to make any other investment decisions. You should not use such information for purposes of any actual transaction without consulting an investment or tax professional. ETF.com DOES NOT TAKE RESPONSIBILITY FOR YOUR INVESTMENT OR OTHER ACTIONS NOR SHALL ETF.com HAVE ANY LIABILITY, CONTINGENT OR OTHERWISE, FOR THE ACCURACY, COMPLETENESS, TIMELINESS, OR CORRECT SEQUENCING OF ANY INFORMATION PROVIDED BY ETF.com OR FOR ANY DECISION MADE OR ACTION TAKEN BY YOU IN RELIANCE UPON SUCH INFORMATION OR ETF.com. [ETF.com DOES NOT PROVIDE ANY RESEARCH OPINIONS.] ETF.com MAKES NO REPRESENTATIONS ABOUT THE SUITABILITY OF THE INFORMATION, PRODUCTS OR SERVICES CONTAINED HEREIN. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. Data provider: Terms of Use MSCI ESG Research LLC s ("MSCI ESG") Fund Metrics products (the "Information") provide environmental, social and governance data with respect to underlying securities within more than 24,000 multi-asset class Mutual Funds and ETFs globally. MSCI ESG is a Registered Investment Adviser under the Investment Advisers Act of 1940. MSCI ESG materials have not been submitted to, nor received approval from, the US SEC or any other regulatory body. None of the Information constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy, nor should it be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information can be used to determine which securities to buy or sell or when to buy or sell them. The Information is provided "as is" and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information.